Well try as I may L_L, I cannot find the article where I got that information from, but whilst I have been trying to find the link for you, I notice BlackIce has been updated, so my comment above may no longer apply. (I am almost sure it was on the Gibson Research site, but I can't find it now).
Certainly your point about how you configure the firewall, will have a significant effect on how it performs, and if you are happy with its performance, who am I to argue!!
Never the less, Zone Alarm remains a very good (Free) firewall, and as the originator is obviously trying to keep costs to a minimum, it remains (in my view) a sensible choice.